Last Update: 28 Jan 2020 13:15 GMT+0
The Canada 10Y Government Bond has a 1.324% yield.
10 Years vs 2 Years bond spread is -13.4 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.75% (last modification in October 2018).
The Canada credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 29.90 and implied probability of default is 0.50%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -15.4 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -11.3 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -13.4 bp | Yield Curve is inverted in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
| Canada Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 29.90 | 0.00 % | +0.34 % | -13.58 % | 0.50 % |
Canada Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 1.681% | +6.5 bp | +3.6 bp | ||||||
| 2 months | 1.670% | +0.5 bp | +3.0 bp | ||||||
| 3 months | 1.652% | -1.6 bp | +0.2 bp | ||||||
| 6 months | 1.640% | -8.7 bp | -4.0 bp | ||||||
| 1 year | 1.612% | -12.3 bp | -5.8 bp | 98.41 | +0.12 % | +0.05 % | |||
| 2 years | 1.458% | -21.2 bp | -1.5 bp | 97.15 | +0.42 % | +0.03 % | |||
| 3 years | 1.431% | -23.0 bp | -1.5 bp | 95.83 | +0.68 % | +0.05 % | |||
| 4 years | 1.381% | -25.8 bp | -4.3 bp | 94.66 | +1.02 % | +0.17 % | |||
| 5 years | 1.345% | -28.4 bp | -5.4 bp | 93.54 | +1.41 % | +0.27 % | |||
| 7 years | 1.337% | -29.1 bp | -9.5 bp | 91.12 | +2.03 % | +0.65 % | |||
| 10 years | 1.324% | -27.9 bp | -14.2 bp | 87.68 | +2.79 % | +1.41 % | |||
| 20 years | 1.434% | -25.1 bp | -24.7 bp | 75.22 | +5.07 % | +4.98 % | |||
| 30 years | 1.457% | -21.2 bp | -27.1 bp | 64.79 | +6.46 % | +8.33 % | |||
10Y Bond Yield Spread - Canada vs Main Countries
The Canada 10Y Government Bond has a 1.324% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Canada 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 170.4 bp | -15.2 | -13.9 | ||
| France 10Y | 145.0 bp | -10.5 | -13.7 | ||
| Japan 10Y | 135.7 bp | -25.2 | -26.0 | ||
| Spain 10Y | 103.9 bp | -16.3 | -5.4 | ||
| United Kingdom 10Y | 79.4 bp | -5.5 | +1.7 | ||
| Australia 10Y | 34.3 bp | +5.6 | +10.2 | ||
| Italy 10Y | 32.4 bp | +7.9 | +42.7 | ||
| United States 10Y | -30.3 bp | -2.9 | +30.5 | ||
| China 10Y | -171.0 bp | -13.5 | -0.1 | ||
| Russia 10Y | -494.6 bp | -26.9 | +89.8 | ||
| India 10Y | -525.0 bp | -35.3 | -19.1 | ||
| Brazil 10Y | -537.6 bp | -11.6 | +38.8 |
Canada Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 1.457% | 64.79 | 88.96 | 137.28 | 185.61 | 233.93 | 282.26 | |
| 20 years | 1.434% | 75.22 | 92.50 | 127.06 | 161.62 | 196.19 | 230.75 | |
| 10 years | 1.324% | 87.68 | 96.98 | 115.60 | 134.22 | 152.84 | 171.45 | |
| 7 years | 1.337% | 91.12 | 97.76 | 111.04 | 124.32 | 137.60 | 150.88 | |
| 5 years | 1.345% | 93.54 | 98.34 | 107.95 | 117.56 | 127.17 | 136.78 | |
| 4 years | 1.381% | 94.66 | 98.53 | 106.26 | 113.99 | 121.72 | 129.45 | |
| 3 years | 1.431% | 95.83 | 98.74 | 104.58 | 110.41 | 116.24 | 122.07 | |
| 2 years | 1.458% | 97.15 | 99.10 | 103.02 | 106.93 | 110.85 | 114.76 | |
| 1 year | 1.612% | 98.41 | 99.40 | 101.37 | 103.33 | 105.30 | 107.27 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||